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pandas.core.window.Expanding.aggregate

Expanding.aggregate(arg, *args, **kwargs) [source]

Aggregate using one or more operations over the specified axis.

Parameters:

func : function, string, dictionary, or list of string/functions

Function to use for aggregating the data. If a function, must either work when passed a Series/DataFrame or when passed to Series/DataFrame.apply. For a DataFrame, can pass a dict, if the keys are DataFrame column names.

Accepted combinations are:

  • string function name.
  • function.
  • list of functions.
  • dict of column names -> functions (or list of functions).

*args

Positional arguments to pass to func.

**kwargs

Keyword arguments to pass to func.

Returns:
aggregated : Series/DataFrame

See also

pandas.DataFrame.expanding.aggregate, pandas.DataFrame.rolling.aggregate, pandas.DataFrame.aggregate

Notes

agg is an alias for aggregate. Use the alias.

A passed user-defined-function will be passed a Series for evaluation.

Examples

>>> df = pd.DataFrame(np.random.randn(10, 3), columns=['A', 'B', 'C'])
>>> df
          A         B         C
0 -2.385977 -0.102758  0.438822
1 -1.004295  0.905829 -0.954544
2  0.735167 -0.165272 -1.619346
3 -0.702657 -1.340923 -0.706334
4 -0.246845  0.211596 -0.901819
5  2.463718  3.157577 -1.380906
6 -1.142255  2.340594 -0.039875
7  1.396598 -1.647453  1.677227
8 -0.543425  1.761277 -0.220481
9 -0.640505  0.289374 -1.550670
>>> df.ewm(alpha=0.5).mean()
          A         B         C
0 -2.385977 -0.102758  0.438822
1 -1.464856  0.569633 -0.490089
2 -0.207700  0.149687 -1.135379
3 -0.471677 -0.645305 -0.906555
4 -0.355635 -0.203033 -0.904111
5  1.076417  1.503943 -1.146293
6 -0.041654  1.925562 -0.588728
7  0.680292  0.132049  0.548693
8  0.067236  0.948257  0.163353
9 -0.286980  0.618493 -0.694496

© 2008–2012, AQR Capital Management, LLC, Lambda Foundry, Inc. and PyData Development Team
Licensed under the 3-clause BSD License.
http://pandas.pydata.org/pandas-docs/version/0.23.4/generated/pandas.core.window.Expanding.aggregate.html